lead on the development of comprehensive 2nd line capability to monitor and manage risks arising in the Treasury function and overall Balance sheet
maintain a robust risk framework, ensuring effective policies, limits and oversight across key risk drivers
managing and challenging risk models
supporting regulatory submissions
delivering clear reporting to ExCo and the Board
collaborate with Treasury, Finance and risk colleagues to provide strong first and second line challenge and drive effective risk management across the organisation

Demonstrable experience working in the Treasury function of a retail bank and / or consultancy servicing the same
Strong understanding of IRRBB risk
Understanding of Liquidity risk, including PRA requirements in the context of a small-medium sized bank
Proven ability to negotiate and influence
Strong numeracy skills and exposure to modelling / data / analytics
Effective presentation skills
Exposure to Accounting Volatility risk arising from models, assumptions and market indices embedded into accounting valuations (desirable)
Understanding of Accounting volatility (desirable)
Understanding of Capital risk including PRA requirements in the context of a small-medium sized bank (desirable)
Understanding of Model Risk Management approaches (desirable)
Understanding of Counterparty Credit Risk Management (desirable)
Exposure to a small / medium size bank culture (desirable)
Relevant postgraduate degree or professional qualification (desirable)

annual performance related bonus (up to 10% of base salary)
generous contributory pension scheme through Hargreaves Lansdown
life assurance
25 days annual leave (plus bank holidays on top) with option to buy/sell up to 5 additional days (terms apply)
extra day paid annual leave for Volunteering
private healthcare through Equipsme
free access to BHFS Rise EAP to support health and wellbeing
free eye test vouchers
discounted gym membership
season ticket travel loans

Treasury & Balance Sheet Risk Manager

Key skills